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updated 3:56:35 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.3d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+60.49%
3d Period Avg+12.08%
LONG KuCoin · nowONTUSDTM
−203.59%
3d avg:−1.12%
SHORT Gate.io · now
−143.10%
3d avg:+10.96%
Entry Spread Now
+0.177%
In your favorL 0.03947 · S 0.03954+$17.73 if it converges
24h range −0.36%…+1.08% · median +0.14%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$12.08
−0.12%
$Avg Daily PnL
+$2.48
+0.0248%
★Best Day
+$7.18
Aug 16
◎Open Interest
KuCoin$2.53M
Gate.io$179.2K⚡Funding APR
+9.05%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
8.9d
to break even
◧24h Volume
KuCoin$246.8KGate.io$302.5KLoading Cumulative PnL…
How it works: Funding PnL is bucketed daily from real settlement history. Execution Cost = round-trip taker fees + fees only (orderbook snapshot stale) on both legs (−$22.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.